During the 2004–05 NHL lockout, Malík returned to the Czech Extraliga to play for HC Vítkovice. With NHL play set to resume the following season, he signed a three-year deal with the New York Rangers.

On November 26, 2005, Malík scored on Washington Capitals netminder Olaf Kölzig to finish the then longest shootout in NHL history.[3] The goal was described as a "circus shot" as Malík drew the puck towards the center of the net, put his stick between his legs, and shot high on Kölzig's stick side. The record for the longest shootout has since been broken. The Washington Capitals and Florida Panthers played a 20 round shootout on December 16, 2014.

With goalies Henrik Lundqvist and Kölzig dominant in net, the shootout went to 15 rounds. The teams had selected so many players to shoot that they were being forced to send out their weaker defencemen. Bryan Muir of the Caps scored in round 14, and Jason Strudwick answered for the Rangers to tie the score again. The next Caps shooter was stopped, which set the stage for Malík. He skated in on Kölzig, deked to his glove, pulled the puck back, put his stick through his legs, and flipped the puck in over Kölzig's blocker to score and win the game. He had not scored a goal during the season at the time. After the shot, he raised his arm and shrugged to the fans before being mobbed by his teammates. Former Rangers commentator John Davidson said, "Now I've seen it all! First Strudwick scores, then Malík wins a shootout with a shot between the legs. Oh Baby!" The goal was ranked as the play of the year by TSN's SportsCentre.[citation needed]

During his time with New York, Malík was criticized for his lack of physical play, despite his size, as well as his risky decision-making with the puck. These criticisms have been applied to Malík as early as his minor league days in Springfield.[4]

On January 24, 2008, he was not at the game on Brian Leetch Night, even though it was team policy for players to be present at games. He also did not attend practice and his locker was empty for the game after he refused to shake hands with head coach Tom Renney after a victory in the Rangers' previous game.[5]

Malík has a wife and two sons.[7][8] Malik's teammates and coaches called him "Harry", a nickname he received during his rookie season in Hartford because (at that time) he reminded them of the title character from Harry and the Hendersons.